Although they can both be used in a diesel engine there is big difference between straight vegetable oil (SVO) and biodiesel.
SVO suffers badly from turning solid in fuel tanks and you can easily end up with having to flush absolitely everything through. Biodiesel is SVO that has been through a process (esterification? I forget) which removes part of the oil chain and makes it more amenable to the complete fuel system. Having said that, it's not all engines that can take 100% biodiesel as it can attack seals quite aggressively I believe.
Interestingly, Tescos in the northwest now sell diesel fuel with biodiesel mixed in. I thinks it's only 5% but it's a start.
As CH says, don't try SVO on the modern high pressure engines (common rail, pump duse etc), only older mechanically injected engines. I also believe that those with Lucas pumps shouldn't use SVO, only Bosch pumps.